Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 34'290 CHF | 34'374 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 8'500 | 8'500 | 8'435 | 8'435 | 34'360 CHF | 34'444 CHF | 93.36% | 99.47% |
08.05.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 8'500 | 8'500 | 8'486 | 8'486 | 34'408 CHF | 34'493 CHF | 99.41% | 99.41% |
07.05.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 8'500 | 8'500 | 8'626 | 8'626 | 33'718 CHF | 33'804 CHF | 99.65% | 99.65% |
06.05.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 9'000 | 9'000 | 9'136 | 9'136 | 30'276 CHF | 30'368 CHF | 94.89% | 98.44% |
03.05.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 9'500 | 9'500 | 9'467 | 9'467 | 29'241 CHF | 29'336 CHF | 97.52% | 97.52% |
02.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 9'500 | 9'500 | 9'472 | 9'472 | 27'338 CHF | 27'432 CHF | 98.58% | 98.58% |
30.04.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 9'500 | 9'500 | 9'443 | 9'443 | 28'249 CHF | 28'344 CHF | 99.24% | 99.24% |
29.04.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 9'500 | 9'500 | 9'397 | 9'397 | 28'326 CHF | 28'420 CHF | 99.39% | 99.39% |
26.04.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 9'500 | 9'500 | 9'515 | 9'515 | 27'746 CHF | 27'842 CHF | 99.25% | 99.25% |